By default, SharePoint links open in the existing browser window. You can find several solutions for this behavior on the Web, but I found the following solution to be the easiest:
1. Use Microsoft Internet Explorer (IE) to open the SharePoint page containing the links?
2. From the File menu, select “Edit with Microsoft Office FrontPage.”
3. In FrontPage, right-click the section with the links and from the displayed context menu select “Convert to XSLT Data View.”
4. Right-click one of the links and select Hyperlink Properties.
5. From the displayed dialog box, click the Target Frame button.
6. Select New Windows and click OK to all dialog boxes.
7. Save the page changes.